CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2914 |
1.2884 |
-0.0030 |
-0.2% |
1.3135 |
| High |
1.2938 |
1.2940 |
0.0002 |
0.0% |
1.3183 |
| Low |
1.2846 |
1.2839 |
-0.0007 |
-0.1% |
1.2930 |
| Close |
1.2871 |
1.2927 |
0.0056 |
0.4% |
1.3001 |
| Range |
0.0092 |
0.0101 |
0.0009 |
9.8% |
0.0253 |
| ATR |
0.0106 |
0.0106 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
242,644 |
288,116 |
45,472 |
18.7% |
1,286,757 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3205 |
1.3167 |
1.2983 |
|
| R3 |
1.3104 |
1.3066 |
1.2955 |
|
| R2 |
1.3003 |
1.3003 |
1.2946 |
|
| R1 |
1.2965 |
1.2965 |
1.2936 |
1.2984 |
| PP |
1.2902 |
1.2902 |
1.2902 |
1.2912 |
| S1 |
1.2864 |
1.2864 |
1.2918 |
1.2883 |
| S2 |
1.2801 |
1.2801 |
1.2908 |
|
| S3 |
1.2700 |
1.2763 |
1.2899 |
|
| S4 |
1.2599 |
1.2662 |
1.2871 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3797 |
1.3652 |
1.3140 |
|
| R3 |
1.3544 |
1.3399 |
1.3071 |
|
| R2 |
1.3291 |
1.3291 |
1.3047 |
|
| R1 |
1.3146 |
1.3146 |
1.3024 |
1.3092 |
| PP |
1.3038 |
1.3038 |
1.3038 |
1.3011 |
| S1 |
1.2893 |
1.2893 |
1.2978 |
1.2839 |
| S2 |
1.2785 |
1.2785 |
1.2955 |
|
| S3 |
1.2532 |
1.2640 |
1.2931 |
|
| S4 |
1.2279 |
1.2387 |
1.2862 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3059 |
1.2839 |
0.0220 |
1.7% |
0.0092 |
0.7% |
40% |
False |
True |
255,898 |
| 10 |
1.3183 |
1.2839 |
0.0344 |
2.7% |
0.0106 |
0.8% |
26% |
False |
True |
261,486 |
| 20 |
1.3183 |
1.2506 |
0.0677 |
5.2% |
0.0111 |
0.9% |
62% |
False |
False |
152,447 |
| 40 |
1.3183 |
1.2160 |
0.1023 |
7.9% |
0.0105 |
0.8% |
75% |
False |
False |
76,636 |
| 60 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0105 |
0.8% |
77% |
False |
False |
51,281 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0105 |
0.8% |
77% |
False |
False |
38,499 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0099 |
0.8% |
77% |
False |
False |
30,810 |
| 120 |
1.3300 |
1.2069 |
0.1231 |
9.5% |
0.0087 |
0.7% |
70% |
False |
False |
25,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3369 |
|
2.618 |
1.3204 |
|
1.618 |
1.3103 |
|
1.000 |
1.3041 |
|
0.618 |
1.3002 |
|
HIGH |
1.2940 |
|
0.618 |
1.2901 |
|
0.500 |
1.2890 |
|
0.382 |
1.2878 |
|
LOW |
1.2839 |
|
0.618 |
1.2777 |
|
1.000 |
1.2738 |
|
1.618 |
1.2676 |
|
2.618 |
1.2575 |
|
4.250 |
1.2410 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2915 |
1.2922 |
| PP |
1.2902 |
1.2916 |
| S1 |
1.2890 |
1.2911 |
|